Every game after Ocarina has a clear continuity, it's only when people try to connect the first 3 games in a way other than "2 comes after 1, and they all go after OoT" that they're looking too much into it.
You mean the OOT/MM/WW/PH/ST continuity, because Twilight Princess and the Vaati games don't really fit anywhere. And I'm talking about games that CLEARLY show they're one after the other, not that have a few references here and there.
...not just that, other than a few references, there's really nothing to do with previous games, really. Wind Waker was the one that made the most references to the Hero of Time and the OOT continuity, and it STILL had pretty much absolutely nothing to do with it.
So, yeah. Nintendo doesn't give a flying [parasitic bomb] about continuity. They don't. It's just there as a way to make sure they can do successive Zelda games and not have every single one of them be yet another reboot of the universe.
...and they still are, so... yeah.